MariaDB 10.3

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CREATE TABLE test (data_type_id INT, data_value INT, inserted_at DATETIME);
INSERT INTO test VALUES
(2,	240,	'2022-01-19 17:20:52'),
(1,	30,	'2022-01-19 17:20:47'),
(2,	239,	'2022-01-19 17:20:42'),
(1,	29,	'2022-01-19 17:20:42');
SELECT * FROM test;


data_type_id
data_value
inserted_at


2
240
2022-01-19 17:20:52

1
30
2022-01-19 17:20:47

2
239
2022-01-19 17:20:42

1
29
2022-01-19 17:20:42


-- needed id values list as CSV (no spaces!!!)
SET @data_type_ids := '1,2';
-- needed time range
SET @start_datetime := '2022-01-19 17:20:42';
SET @end_datetime := '2022-01-19 17:20:52';
WITH RECURSIVE
-- generate datetime values in specified range
cte1 AS ( SELECT @start_datetime dt
          UNION ALL
          SELECT dt + INTERVAL 5 SECOND FROM cte1 WHERE dt < @end_datetime),
-- join data to generated list, select only "not after", enumerate
cte2 AS ( SELECT *,
                 ROW_NUMBER() OVER (PARTITION BY test.data_type_id, cte1.dt
                                    ORDER BY test.inserted_at DESC) rn
          FROM cte1
          LEFT JOIN test ON FIND_IN_SET(test.data_type_id, @data_type_ids) 
                        AND cte1.dt >= test.inserted_at )
-- select the data closest to the timepoint
SELECT * 
FROM cte2
WHERE rn = 1
ORDER BY data_type_id, dt


dt
data_type_id
data_value
inserted_at
rn


2022-01-19 17:20:42
1
29
2022-01-19 17:20:42
1

2022-01-19 17:20:47.000000
1
30
2022-01-19 17:20:47
1

2022-01-19 17:20:52.000000
1
30
2022-01-19 17:20:47
1

2022-01-19 17:20:42
2
239
2022-01-19 17:20:42
1

2022-01-19 17:20:47.000000
2
239
2022-01-19 17:20:42
1

2022-01-19 17:20:52.000000
2
240
2022-01-19 17:20:52
1

data_type_id	data_value	inserted_at
2	240	2022-01-19 17:20:52
1	30	2022-01-19 17:20:47
2	239	2022-01-19 17:20:42
1	29	2022-01-19 17:20:42

dt	data_type_id	data_value	inserted_at	rn
2022-01-19 17:20:42	1	29	2022-01-19 17:20:42	1
2022-01-19 17:20:47.000000	1	30	2022-01-19 17:20:47	1
2022-01-19 17:20:52.000000	1	30	2022-01-19 17:20:47	1
2022-01-19 17:20:42	2	239	2022-01-19 17:20:42	1
2022-01-19 17:20:47.000000	2	239	2022-01-19 17:20:42	1
2022-01-19 17:20:52.000000	2	240	2022-01-19 17:20:52	1